Abstract
Previous chapters familiarized you with futures and forward contracts, which allow investors to lock in future asset prices either in the OTC market (as in forward contracts) or in an exchange-controlled environment (as in futures contracts). You learned how their respective business requirements should be modeled and how to design data structures to accommodate their respective business rules. This chapter follows the same overall pattern in modeling another important derivative instrument: the option.
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In 1997, Robert Merton and Myron Scholes received the Nobel Prize for their contribution to economics and financial engineering. (Fischer Black passed away in 1995 and therefore wasn’t able to be awarded the Nobel Prize.)
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© 2013 Robert Mamayev
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Mamayev, R. (2013). Modeling Options. In: Data Modeling of Financial Derivatives. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4302-6590-0_6
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DOI: https://doi.org/10.1007/978-1-4302-6590-0_6
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4302-6589-4
Online ISBN: 978-1-4302-6590-0
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